Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 380058.6358 | 193440.1122 | 186618.5235 | 212387.0928 | -157522.9957 | 369910.0885 |
Total P&L (%) | 380.0586 | 193.4401 | 186.6185 | 212.3871 | -157.523 | 369.9101 |
Avg Daily Profit (%) | 0.2097 | 0.1067 | 0.103 | 0.0629 | 0 | 0.0854 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -98996 | -90491 | -92400 | -761664 | -580864 | -599955 |
Profit Factor | 1.3391 | 1.3112 | 1.3739 | 1.0373 | 0.9483 | 1.14 |
Total Trades | 292 | 146 | 146 | 292 | 146 | 146 |
Winning Trades | 128 | 58 | 70 | 128 | 58 | 70 |
Losing Trades | 164 | 88 | 76 | 164 | 88 | 76 |
Profitability (%) | 43.8356 | 39.726 | 47.9452 | 43.8356 | 39.726 | 47.9452 |
Ratio Avg Win / Avg Loss | 1.7157 | 1.9894 | 1.4916 | 1.3291 | 1.4388 | 1.2377 |
Largest Winning Trade | 114616 | 114616 | 43232 | 268744 | 268744 | 218863 |
Largest Losing Trade | -44382 | -31501 | -44382 | -191464 | -191464 | -155480 |
Avg Bars in Trades | 12 | 11 | 12 | 12 | 11 | 12 |
Avg Bars in Winners | 16 | 15 | 16 | 16 | 15 | 16 |
Avg Bars in Losers | 9 | 9 | 9 | 9 | 9 | 9 |
Bars Traded | 3601 | 1737 | 1864 | 3601 | 1737 | 1864 |
Profit Streak | 10.8724 | 0 | 15.3724 | 10.8724 | 0 | 15.3724 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 330819 | -53126 | -55094 | -288406 | -582996 | -145572 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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